Can a single neuron learn predictive uncertainty?

DOI10.1142/S021848852350023XMaRDI QIDQ6535994zbMATH OpenFDO

Authors Edgardo Solano-Carrillo

Publication date 16 March 2024

Published in International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems (Search for Journal in Brave)

zbMATH Keywords

order statisticsnonparametric quantile estimationexplainable AIuncertainty in AIsplit conformal predictions

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Order statistics; empirical distribution functions (62G30) Reasoning under uncertainty in the context of artificial intelligence (68T37)

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Cites work

• scientific article; zbMATH DE number 5957364 (Why is no real title available?)
• scientific article; zbMATH DE number 2246227 (Why is no real title available?)
• A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
• Distribution-free predictive inference for regression
• Exploring the sources of uncertainty: why does bagging for time series forecasting work?
• Information Theory and Statistical Mechanics
• Model selection in Bayesian neural networks via horseshoe priors
• Prediction interval construction for byproduct gas flow forecasting using optimized twin extreme learning machine
• Prediction intervals for time series and their applications to portfolio selection

Cited in

(2)

• Easy Uncertainty Quantification (EasyUQ): Generating Predictive Distributions from Single-Valued Model Output
• Uncertainty quantification in neural network classifiers -- a local linear approach

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